The Weekly Options News Roundup – 10/03/2015

The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX and volatility-related articles from print, broadcast and online and social media outlets.

CBOE RMC Europe Recap
CBOE hosted its 4th annual CBOE RMC Europe from Monday through Wednesday this week.  Over 175 industry professionals gathered in Geneva, Switzerland to discuss the latest products and strategies for managing risk, enhancing yields and lowering portfolio volatility.  EQ Derivatives was on the scene and filed several stories:

“Investors Eyeing Mean Reversion Stick with Short VIX Positions” – Daniel O’Leary, EQ Derivatives
http://bit.ly/1QN4KBG

“Allocations to Vol Arb, Long Vol Increasing: EFT’s Berset” – Robert McGlinchey, EQ Derivatives
http://bit.ly/1WA7OoC

“Tail Risk Fund Fee Structures Come Under Scrutiny” – Robert McGlinchey, EQ Derivatives
http://bit.ly/1MOBY2H

“Systematic Strategies Becoming Distorted Amid Changing Market Structure” – Robert McGlinchey, EQ Derivatives
http://bit.ly/1KQWYFw

To see our blogs from all of the panels at this year’s CBOE RMC Europe, go to www.cboermc.com.

At the conference, CBOE President and COO Edward Provost announced during his welcome address, the launch of options on three FTSE Russell Indexes, set for October 20th.

For highlights from Edward Provost’s address at RMC, go to http://www.cboeoptionshub.com/2015/09/29/2015-risk-management-conference-europe/.

“CBOE Eye Options on Three FTSE Russell Indexes” – Robert McGlinchey, EQ Derivatives
http://bit.ly/1KWFSD2

“CBOE Sets October 20 for Russell 1000 Launch” – Cian Burke, Futures & Options World
http://bit.ly/1Ri96kV

“CBOE Holdings to Add New Options on FTSE Russell Indexes” – Maria Nikolova, Leap Rate
http://bit.ly/1MJRCMS

Weeklys Appetite
There is growing anticipation as we approach the launch of VIX Weeklys options, which will offer greater trading precision for market participants.   These new contracts are set to launch Thursday, October 8th at CBOE.

“VIX Active Funds Support Weeklys, VIX Weekly Option Strategies Eyed” – Robert McGlinchey, EQ Derivatives
http://bit.ly/1JGWvSe

VIX FIX
The VIX Index retreated slightly this week, but still remained above the closely watched 20 level.  Will October bring a continued ebb in volatility or a spooky surprise?

“After Rough Quarter, Investors Buckle Up” – Mike Cherney and Saumya Vaishampayan, Wall Street Journal
http://on.wsj.com/1OK2VHV

“Goldman: The Options Market Says the S&P 500 Is Poised for a Major Move this Week” – Luke Kawa, Bloomberg
http://bloom.bg/1ViGjmg

“The Market’s Latest Scapegoat” – Adam Warner, Schaeffer’s Investment Research
http://bit.ly/1LmxS4y

“VIX Volume Muted as Benchmark Tests New 20 Normal” – Ryan Sachetta, EQ Derivatives
http://bit.ly/1FIsyX8